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The implied volatility surface (also) is path-dependent

20260 citationsJournal Article

Authors

Hervé Andrès · Milliman (United States)

Alexandre Boumezoued · Milliman (United States)

B. Jourdain · Institut national de recherche en sciences et technologies du numérique

Topics & Keywords

Stochastic processes and financial applications Financial Risk and Volatility Modeling Economic theories and models

UN Sustainable Development Goals

Climate action

Publication Details

Published in: Quantitative Finance

DOI: 10.1080/14697688.2026.2637739

Field-Weighted Citation Impact: 0.00

The implied volatility surface (also) is path-dependent | Researchclopedia